Aircraft: B737
Phase of flight: Initial Approach
Anomaly: ATC Issue All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Ground Incursion Taxiway

Just prior to push we received Revision 2 which included a reroute for weather near MDW. Enroute was uneventful. Prior to descent; the Captain set up and briefed the arrival and approach from the current ATIS as the RNAV RNP 13C. Weather continued to change at MDW and we kept getting the updated ATIS; which still said we were landing 13C. Just prior to STKNY; Approach changed our approach to expect the RNAV Y 22L. The Captain quickly loaded the approach and I made sure to get the new landing numbers and ATIS. Then Approach put us on vectors; which disrupted the new brief of points and they were not briefed after. Approach turned us early and gave us direct to SAILZ. The Captain had a hard time getting it to take; so I brought SAILZ to the top of the page and executed it; letting the Captain know LNAV was available. Upon executing it; I began to think we should be slowing and configuring. I took a quick glance at the box and saw SAILZ and KEEEL were the next two points. I did not verify the final two points because at that point I was more focused on configuration and reading back our clearance for the approach. I believe confirmation bias led me to believe the rest of the approach was correct because our Jepps only have a Y and X RNAV Approach to 22L and I knew SAILZ and KEEEL were only on the Y. We finished configuring and broke out about 1000 feet. At that time we saw the runway but were coming in at a slight angle which seemed strange. The Captain safely landed the aircraft and we cleared the runway at Y2. Ground then cleared us to taxi Y; K; and T and cross 31L and C to park. We thought it was weird we were only cleared to cross two. The Captain taxied and I went heads down because I was trying to figure out why we came in at an angle on final. Our course was correct. Then Ground said we missed our turn and gave us Y; T to park. I looked up to see we missed our turn. This was bad on my part because I should have waited until the parking brake was set at the gate before going heads down. I took myself out of the game for taxi and we missed our turn. This could have led to a runway incursion under different circumstances. After we were at the gate; I looked in the Arrivals page to see what went wrong and noticed there was an RNAV Z in addition to the Y and X Approaches to 22L. The only difference is the last two points and it has an inbound course of 238 versus 228 on the Y. This should have been caught by the Captain and me sooner but I would also recommend the Z Approach be removed from our database until it is in our Jepps. After the approach change; the points should have been briefed and checked to be correct; this would have likely prevented our missed taxiway as well. Remove the RNP Z 22L from the database until it is approved and in our Jepps. Briefing discipline would have prevented the approach error; and focusing on taxi instead of going heads down would have helped by having two pilots clearing and ensuring the correct taxi route was followed. [Report narrative contained no additional information.] B737-700 flight crew reported a track deviation occurred on approach to MDW after mistakenly loading the wrong RNAV approach.